JHSF Participaes (Brazil) Market Value
| JHSF3 Stock | BRL 4.56 0.07 1.51% |
| Symbol | JHSF |
JHSF Participaes 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to JHSF Participaes' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of JHSF Participaes.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in JHSF Participaes on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding JHSF Participaes SA or generate 0.0% return on investment in JHSF Participaes over 720 days. JHSF Participaes is related to or competes with Tecnisa SA, Marcopolo, T4F Entretenimento, Centro De, and Helbor Empreendimentos. JHSF Participaes S.A., through its subsidiaries, engages in the construction and operation of shopping malls More
JHSF Participaes Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure JHSF Participaes' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess JHSF Participaes SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.07 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 8.71 | |||
| Value At Risk | (3.49) | |||
| Potential Upside | 3.27 |
JHSF Participaes Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for JHSF Participaes' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as JHSF Participaes' standard deviation. In reality, there are many statistical measures that can use JHSF Participaes historical prices to predict the future JHSF Participaes' volatility.| Risk Adjusted Performance | 0.0473 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.23) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.1159 |
JHSF Participaes Backtested Returns
Currently, JHSF Participaes SA is slightly risky. JHSF Participaes holds Efficiency (Sharpe) Ratio of 0.0524, which attests that the entity had a 0.0524% return per unit of volatility over the last 3 months. We have found twenty-eight technical indicators for JHSF Participaes, which you can use to evaluate the volatility of the firm. Please check out JHSF Participaes' market risk adjusted performance of 0.1259, and Risk Adjusted Performance of 0.0473 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. JHSF Participaes has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.89, which attests to possible diversification benefits within a given portfolio. JHSF Participaes returns are very sensitive to returns on the market. As the market goes up or down, JHSF Participaes is expected to follow. JHSF Participaes currently retains a risk of 2.18%. Please check out JHSF Participaes treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if JHSF Participaes will be following its current trending patterns.
Auto-correlation | -0.12 |
Insignificant reverse predictability
JHSF Participaes SA has insignificant reverse predictability. Overlapping area represents the amount of predictability between JHSF Participaes time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of JHSF Participaes price movement. The serial correlation of -0.12 indicates that less than 12.0% of current JHSF Participaes price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
JHSF Participaes lagged returns against current returns
Autocorrelation, which is JHSF Participaes stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting JHSF Participaes' stock expected returns. We can calculate the autocorrelation of JHSF Participaes returns to help us make a trade decision. For example, suppose you find that JHSF Participaes has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
JHSF Participaes regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If JHSF Participaes stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if JHSF Participaes stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in JHSF Participaes stock over time.
Current vs Lagged Prices |
| Timeline |
JHSF Participaes Lagged Returns
When evaluating JHSF Participaes' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of JHSF Participaes stock have on its future price. JHSF Participaes autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, JHSF Participaes autocorrelation shows the relationship between JHSF Participaes stock current value and its past values and can show if there is a momentum factor associated with investing in JHSF Participaes SA.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for JHSF Stock Analysis
When running JHSF Participaes' price analysis, check to measure JHSF Participaes' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy JHSF Participaes is operating at the current time. Most of JHSF Participaes' value examination focuses on studying past and present price action to predict the probability of JHSF Participaes' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move JHSF Participaes' price. Additionally, you may evaluate how the addition of JHSF Participaes to your portfolios can decrease your overall portfolio volatility.